| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 2109843.4547 | 2016161.0906 | 93682.3641 | 45038399.3702 | 117564671.8595 | -72526272.4893 |
| Total P&L (%) | 2109.8435 | 2016.1611 | 93.6824 | 45038.3994 | 117564.6719 | -72526.2725 |
| Avg Daily Profit (%) | 0.9341 | 0.8926 | 0.0415 | 0.271 | 0.3135 | 0 |
| Buy And Hold Return (%) | 8324.8968 | 8324.8968 | 8324.8968 | 8324.8968 | 8324.8968 | 8324.8968 |
| Max Trade Drawdown | -183857 | -110063 | -136481 | -323379973 | -161317759 | -217407665 |
| Profit Factor | 2.4061 | 3.3657 | 1.1445 | 1.0487 | 1.2513 | 0.8416 |
| Total Trades | 513 | 256 | 257 | 513 | 256 | 257 |
| Winning Trades | 258 | 125 | 133 | 258 | 125 | 133 |
| Losing Trades | 255 | 131 | 124 | 255 | 131 | 124 |
| Profitability (%) | 50.2924 | 48.8281 | 51.751 | 50.2924 | 48.8281 | 51.751 |
| Ratio Avg Win / Avg Loss | 2.3781 | 3.5272 | 1.0671 | 1.0365 | 1.3113 | 0.7846 |
| Largest Winning Trade | 971431 | 971431 | 37198 | 59162708 | 59162708 | 45988483 |
| Largest Losing Trade | -53653 | -32630 | -53653 | -71079849 | -71079849 | -51736158 |
| Avg Bars in Trades | 17 | 24 | 9 | 17 | 24 | 9 |
| Avg Bars in Winners | 19 | 27 | 11 | 19 | 27 | 11 |
| Avg Bars in Losers | 15 | 22 | 8 | 15 | 22 | 8 |
| Bars Traded | 8948 | 6380 | 2568 | 8948 | 6380 | 2568 |
| Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -144915 | -145489 | -363555 | -156428 | 338394 | -579484 |
{
"trading_pair": "DOGE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9035,
"evaluation_days": 2258.75,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1563278400000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757481527870,
"expiration_time": 1763317080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 45,
"offset": 0
}
}
}
{
"columns": [
"SB",
"SL",
"SS",
"CB",
"CL",
"CS"
],
"index": [
"Total P&L",
"Total P&L (%)",
"Avg Daily Profit (%)",
"Buy And Hold Return (%)",
"Max Trade Drawdown",
"Profit Factor",
"Total Trades",
"Winning Trades",
"Losing Trades",
"Profitability (%)",
"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
"Largest Losing Trade",
"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
"Bars Traded",
"Profit Streak",
"Trades During Streak",
"Trades Multiplier",
"score"
],
"data": [
[
2109843.45469104,
2016161.0905557894,
93682.3641352507,
45038399.37022692,
117564671.85948434,
-72526272.4892575
],
[
2109.843455,
2016.161091,
93.682364,
45038.39937,
117564.671859,
-72526.272489
],
[
0.934076,
0.8926,
0.041475,
0.270973,
0.313514,
0
],
[
8324.896793,
8324.896793,
8324.896793,
8324.896793,
8324.896793,
8324.896793
],
[
-183857,
-110063,
-136481,
-323379973,
-161317759,
-217407665
],
[
2.406069,
3.365685,
1.144511,
1.048653,
1.251266,
0.841583
],
[
513,
256,
257,
513,
256,
257
],
[
258,
125,
133,
258,
125,
133
],
[
255,
131,
124,
255,
131,
124
],
[
50.292398,
48.828125,
51.750973,
50.292398,
48.828125,
51.750973
],
[
2.378092,
3.527238,
1.067062,
1.036459,
1.311327,
0.784634
],
[
971431,
971431,
37198,
59162708,
59162708,
45988483
],
[
-53653,
-32630,
-53653,
-71079849,
-71079849,
-51736158
],
[
17,
24,
9,
17,
24,
9
],
[
19,
27,
11,
19,
27,
11
],
[
15,
22,
8,
15,
22,
8
],
[
8948,
6380,
2568,
8948,
6380,
2568
],
[
0,
0,
0,
0,
0,
0
],
[
0,
0,
0,
0,
0,
0
],
[
0.8,
1.45,
1.45,
0.8,
1.45,
1.45
],
[
-144915,
-145489,
-363555,
-156428,
338394,
-579484
]
]
}
{
"trading_pair": "DOGE_USDT",
"interval": "6h",
"packets": 25000,
"actual_packets": 9035,
"evaluation_days": 2258.75,
"actual_first_datapoint_time": 1562328000000,
"first_datapoint_time": 1563278400000,
"last_datapoint_time": 1757462400000,
"evaluation_time": 1757481527870,
"expiration_time": 1763317080000,
"calculated_commission": 0.001,
"initial_balance": 100000
}
{
"first_band": {
"type": "hilo",
"factors": {
"length": 0,
"offset": 0
}
},
"second_band": {
"type": "dcm",
"factors": {
"length": 45,
"offset": 0
}
}
}
| # | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
|---|